Biao
Tongji University
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Quantitative Finance Collector http://www.mathfinance.cn
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Feeds
Submitted
Kalman Filter Application
Kalman Filter is applied to estimate the parameters of CIR interest rate model.
bijna 14 jaar ago | 5 downloads |
Submitted
Valuation of stock option with discrete dividend
Compare different pricing models for stock option with discrete dividend.
ongeveer 14 jaar ago | 1 download |
Submitted
Matlab-GUI equity derivative calculator
equity derivative calculator using matlab GUI
bijna 17 jaar ago | 2 downloads |